You're right Kai. Powering the backlight from 5V would be a nice solution.
But the backlight needs 500mA led current. I don't have that much headroom in my powersupply.
The 500mA led current is the reason I choose to power it directly from the 9V.

In general :

My problem is were to draw the line when it comes to freedom for customers.I choose not to give them any freedom.
When you buy a cell phone it comes with a wall wart adapter. No one ever questions that kind of setup and therefor it never causes problems.

The problem with onstage equipment (device is a midi switcher) is that there are adapters everywhere (voltage? quallity? polarity?).
I can't take responsibility for a customer who uses a 5 dollar adapter and then comes complaining that the device doesn't work.

I'm not completly sure my strategy is the best but I think it's the safest.